Plotting for results

This notebook produces all results plots. It generates some gap in the data, fill with a method (filter, MDS …), compute metrics and then makes all relevant plots

%load_ext autoreload
%autoreload 2

import altair as alt

from meteo_imp.kalman.results import *
from meteo_imp.data import *
from meteo_imp.utils import *
import pandas as pd
import numpy as np
from pyprojroot import here
import torch
import seaborn as sns
import matplotlib.pyplot as plt
import matplotlib
from IPython.display import SVG, Image

from meteo_imp.kalman.results import _plot_timeseries, _get_labels
from functools import partial
from contextlib import redirect_stderr
import io

import polars as pl
from fastai.vision.data import get_grid
import cairosvg

the generation of a proper pdf is complex as altair_render doesn’t support XOffset, so plotsare first renderder to svg using vl-convert and then to pdf using cairosvg. However this last methods doesn’t support negative numbers …

Due to the high number of samples also cannot use the browser render in the notebook so using vl-convert to a png for the visualization in the notebook

import vl_convert as vlc
from pyprojroot import here
base_path_img = here("manuscript/Master Thesis - Evaluation of Kalman filter for meteorological time series imputation for Eddy Covariance applications - Simone Massaro/images/")
base_path_tbl = here("manuscript/Master Thesis - Evaluation of Kalman filter for meteorological time series imputation for Eddy Covariance applications - Simone Massaro/tables/")

base_path_img.mkdir(exist_ok=True), base_path_tbl.mkdir(exist_ok=True)

def save_show_plot(plot,
                   path,
                   altair_render=False # use altair render for pdf?
                  ):
    plt_json = plot.to_json()
    if not altair_render:
        svg_data = vlc.vegalite_to_svg(vl_spec=plt_json)
        with open(base_path_img / (path + ".svg"), 'w') as f:
            f.write(svg_data)

        cairosvg.svg2pdf(file_obj=open(base_path_img / (path + ".svg")), write_to=str(base_path_img / (path + ".pdf")))
    else:
        with redirect_stderr(io.StringIO()):
            plot.save(base_path_img / (path + ".pdf"))

    # render to image for displaying in notebook
    png_data = vlc.vegalite_to_png(vl_spec=plot.to_json(), scale=1)
    return Image(png_data)

reset_seed()
n_rep = 500

hai = pd.read_parquet(hai_big_path).reindex(columns=var_type.categories)
hai_era = pd.read_parquet(hai_era_big_path)

alt.data_transformers.disable_max_rows() # it is safe to do so as the plots are rendered using vl-convert and then showed as images

DataTransformerRegistry.enable('default')

Correlation

import matplotlib.pyplot as plt

import statsmodels.api as sm

def auto_corr_df(data, nlags=96):
    autocorr = {}
    for col in data.columns:
        autocorr[col] = sm.tsa.acf(data[col], nlags=nlags)
    return pd.DataFrame(autocorr)

auto_corr = auto_corr_df(hai).reset_index(names="gap_len").melt(id_vars="gap_len")
auto_corr.gap_len = auto_corr.gap_len / 2

auto_corr

	gap_len	variable	value
0	0.0	TA	1.000000
1	0.5	TA	0.998595
2	1.0	TA	0.995814
3	1.5	TA	0.992141
4	2.0	TA	0.987630
...	...	...	...
868	46.0	TS	0.959680
869	46.5	TS	0.961116
870	47.0	TS	0.962085
871	47.5	TS	0.962551
872	48.0	TS	0.962480

873 rows × 3 columns

p = (alt.Chart(auto_corr).mark_line().encode(
    x = alt.X('gap_len', title="Gap length [h]", axis = alt.Axis(values= [12, 24, 36, 48])),
    y = alt.Y("value", title="correlation"),
    color=alt.Color("variable", scale=meteo_scale, title="Variable"),
    facet =alt.Facet('variable', columns=3, sort = meteo_scale.domain, title=None,
                     header = alt.Header(labelFontWeight="bold", labelFontSize=20))
)
    .properties(height=120, width=250)
    .resolve_scale(y='independent', x = 'independent')
    .pipe(plot_formatter))

save_show_plot(p, "temporal_autocorrelation")

axes = get_grid(1,1,1, figsize=(10,8))
sns.set(font_scale=1.25)
sns.heatmap(hai.corr(), annot=True,     vmin=-1, vmax=1, center=0,
    cmap=sns.diverging_palette(20, 220, n=200), ax=axes[0], square=True, cbar=True)
# axes[0].set(xlabel="Variable", ylabel="Variable", title="Inter-variable Correlation");
# size_old = plt.rcParams["axes.labelsize"]
# w_old = plt.rcParams["axes.labelweight"]
# plt.rcParams["axes.labelsize"] = 30
# plt.rcParams["axes.labelweight"] = 'bold'
plt.tight_layout()
plt.xticks(weight = 'bold')
plt.yticks(weight = 'bold')

with matplotlib.rc_context({"axes.labelsize": 30}):
    plt.savefig(base_path_img / "correlation.pdf")
    plt.show()

# plt.rcParams["axes.labelsize"] = size_old
# plt.rcParams["axes.labelweight"] = w_old

Comparison Imputation methods

base_path = here("analysis/results/trained_models")

def l_model(x, base_path=base_path): return torch.load(base_path / x)

models_var = pd.DataFrame.from_records([
    {'var': 'TA',    'model': l_model("TA_specialized_gap_6-336_v3_0.pickle",base_path)},
    {'var': 'SW_IN', 'model': l_model("SW_IN_specialized_gap_6-336_v2_0.pickle",base_path)},
    {'var': 'LW_IN', 'model': l_model("LW_IN_specialized_gap_6-336_v1.pickle",base_path)},
    {'var': 'VPD',   'model': l_model("VPD_specialized_gap_6-336_v2_0.pickle",base_path)},
    {'var': 'WS',    'model': l_model("WS_specialized_gap_6-336_v1.pickle",base_path)},
    {'var': 'PA',    'model': l_model("PA_specialized_gap_6-336_v3_0.pickle",base_path)},
    {'var': 'P',     'model': l_model("1_gap_varying_6-336_v3.pickle",base_path)},
    {'var': 'TS',    'model': l_model("TS_specialized_gap_6-336_v2_0.pickle",base_path)},
    {'var': 'SWC',   'model': l_model("SWC_specialized_gap_6-336_v2_1.pickle",base_path)},
])

@cache_disk(cache_dir / "the_results")
def get_the_results(n_rep=20):
    reset_seed()
    comp_Av = ImpComparison(models = models_var, df = hai, control = hai_era, block_len = 446, time_series=False)
    results_Av = comp_Av.compare(gap_len = [12,24, 48, 336], var=list(hai.columns), n_rep=n_rep) 
    return results_Av

results_Av = get_the_results(n_rep)

State of the art

the first plot is a time series using only state-of-the-art methods

reset_seed()
comp_ts = ImpComparison(models = models_var, df = hai, control = hai_era, block_len = 48+100, time_series=True, rmse=False)
results_ts = comp_ts.compare(gap_len = [48], var=list(hai.columns), n_rep=1) 

res_ts = results_ts.query("method != 'Kalman Filter'")
res_ts_plot = pd.concat([unnest_predictions(row, ctx_len=72) for _,row in res_ts.iterrows()])

scale_sota = alt.Scale(domain=["ERA-I", "MDS"], range=list(sns.color_palette('Dark2', 3).as_hex())[1:])

p = (facet_wrap(res_ts_plot, partial(_plot_timeseries, scale_color=scale_sota, err_band = False), col="var",
                y_labels = _get_labels(res_ts_plot, 'mean', None),
               )
            .pipe(plot_formatter)
    )
save_show_plot(p, "timeseries_sota", altair_render=True)

Percentage improvement

results_Av.method.unique()

['Kalman Filter', 'ERA-I', 'MDS']
Categories (3, object): ['Kalman Filter' < 'ERA-I' < 'MDS']

all_res = results_Av.query('var != "P"').groupby(['method']).agg({'rmse_stand': 'mean'}).T

all_res

method	Kalman Filter	ERA-I	MDS
rmse_stand	0.204628	0.307361	0.482837

percentage of improvement across all variables

(all_res["ERA-I"] - all_res["Kalman Filter"]) / all_res["ERA-I"] * 100 

rmse_stand    33.42398
dtype: float64

(all_res["MDS"] - all_res["Kalman Filter"]) / all_res["MDS"] * 100 

rmse_stand    57.619542
dtype: float64

res_var = results_Av.groupby(['method', 'var']).agg({'rmse_stand': 'mean'}) 

res_var = res_var.reset_index().pivot(columns='method', values='rmse_stand', index='var')

pd.DataFrame({'ERA': (res_var["ERA-I"] - res_var["Kalman Filter"]) / res_var["ERA-I"] * 100, 'MDS': (res_var["MDS"] - res_var["Kalman Filter"]) / res_var["MDS"] * 100 })

	ERA	MDS
var
TA	54.540802	77.713711
SW_IN	12.004508	35.516142
LW_IN	5.166063	52.289627
VPD	44.402821	65.407769
WS	21.064305	40.321732
PA	28.784191	90.751559
P	-18.544370	-22.084360
SWC	NaN	41.543006
TS	NaN	25.772326

res_var2 = results_Av.groupby(['method', 'var', 'gap_len']).agg({'rmse_stand': 'mean'}) 

res_var2 = res_var2.reset_index().pivot(columns='method', values='rmse_stand', index=['var', 'gap_len'])

pd.DataFrame({'ERA': (res_var2["ERA-I"] - res_var2["Kalman Filter"]) / res_var2["ERA-I"] * 100, 'MDS': (res_var2["MDS"] - res_var2["Kalman Filter"]) / res_var2["MDS"] * 100 })

		ERA	MDS
var	gap_len
TA	6	69.897582	85.052698
	12	58.766166	79.376385
	24	51.538443	75.395970
	168	41.823614	73.000401
SW_IN	6	9.519984	29.746651
	12	11.165399	30.639223
	24	14.232051	34.811941
	168	12.305658	42.651906
LW_IN	6	21.023524	59.136518
	12	9.110040	52.211404
	24	-3.553292	50.720632
	168	-4.260023	48.223005
VPD	6	66.980942	79.449579
	12	47.785633	69.081018
	24	33.663749	56.728120
	168	32.272332	57.702579
WS	6	32.402977	45.724043
	12	25.209162	43.275430
	24	15.543672	37.142502
	168	12.735569	36.436106
PA	6	39.823585	91.511486
	12	30.995845	90.532461
	24	24.727301	89.319180
	168	20.691181	91.421434
P	6	-18.485009	-13.917879
	12	-28.935358	-37.127331
	24	-24.423076	-29.998707
	168	-7.725322	-11.587796
SWC	6	NaN	61.302664
	12	NaN	47.976950
	24	NaN	42.535719
	168	NaN	23.301469
TS	6	NaN	64.264901
	12	NaN	46.699870
	24	NaN	27.050291
	168	NaN	-15.268479

Main plot

from itertools import product
import altair as alt

p = the_plot(results_Av)
save_show_plot(p, "the_plot")

p = the_plot_stand(results_Av)
save_show_plot(p, "the_plot_stand")

Table

t = the_table(results_Av)
the_table_latex(t, base_path_tbl / "the_table.tex", label="tbl:the_table",
                caption="\\CapTheTable")
t

		Kalman Filter		ERA-I		MDS
	RMSE	mean	std	mean	std	mean	std
Variable	Gap
TA	6 h	0.405453	0.258301	1.346910	0.997843	2.712546	1.896914
	12 h	0.606836	0.400849	1.471695	0.900611	2.942435	1.748131
	1 day (24 h)	0.741275	0.368468	1.529614	0.800256	3.012819	1.611311
	1 week (168 h)	1.020608	0.444591	1.754334	0.643160	3.780087	1.315472
SW_IN	6 h	44.636609	40.464629	49.333113	66.241975	63.536627	85.401585
	12 h	48.155186	33.868178	54.207691	49.769296	69.427115	68.936352
	1 day (24 h)	56.564277	30.042752	65.950367	40.930505	86.770917	59.603564
	1 week (168 h)	61.582820	25.740161	70.224393	34.883199	107.384249	53.606111
LW_IN	6 h	10.902409	7.736087	13.804628	12.987987	26.680077	15.022366
	12 h	13.421656	7.734502	14.766929	12.584725	28.085478	13.457335
	1 day (24 h)	14.593819	7.840046	14.093052	12.227900	29.614461	12.416763
	1 week (168 h)	17.062880	6.425136	16.365697	11.129569	32.954558	8.833972
VPD	6 h	0.428187	0.363168	1.296787	1.547397	2.083592	2.149288
	12 h	0.660623	0.504761	1.265213	1.288794	2.136626	2.095549
	1 day (24 h)	0.827563	0.501975	1.247527	1.032319	1.912472	1.605013
	1 week (168 h)	1.125680	0.633392	1.662069	1.127314	2.661345	1.965431
WS	6 h	0.616774	0.316972	0.912428	0.508295	1.136367	0.783146
	12 h	0.715412	0.350974	0.956550	0.524247	1.261203	0.796744
	1 day (24 h)	0.801851	0.343378	0.949427	0.446912	1.275665	0.608630
	1 week (168 h)	0.950211	0.363124	1.088887	0.348541	1.494891	0.615371
PA	6 h	0.045046	0.034294	0.074856	0.061726	0.530665	0.441476
	12 h	0.053359	0.041613	0.077328	0.058476	0.563603	0.427426
	1 day (24 h)	0.059481	0.038666	0.079021	0.051491	0.556899	0.404451
	1 week (168 h)	0.066325	0.047544	0.083628	0.053654	0.773143	0.384029
P	6 h	0.134093	0.274033	0.113173	0.315504	0.117710	0.305539
	12 h	0.178871	0.295419	0.138729	0.297227	0.130442	0.281377
	1 day (24 h)	0.206231	0.253588	0.165750	0.288432	0.158641	0.265257
	1 week (168 h)	0.239885	0.173820	0.222682	0.201782	0.214975	0.197499
SWC	6 h	0.508379	0.487342	NaN	NaN	1.313730	1.556829
	12 h	0.664855	0.471849	NaN	NaN	1.278001	1.323011
	1 day (24 h)	0.779066	0.640996	NaN	NaN	1.355740	1.472185
	1 week (168 h)	1.493784	0.947799	NaN	NaN	1.947605	1.488284
TS	6 h	0.341080	0.431992	NaN	NaN	0.954469	0.889126
	12 h	0.534363	0.783787	NaN	NaN	1.002555	0.876784
	1 day (24 h)	0.786670	0.851931	NaN	NaN	1.078373	0.856964
	1 week (168 h)	1.659875	1.077782	NaN	NaN	1.440008	0.764040

t = the_table(results_Av, 'rmse_stand', y_name="Stand. RMSE")
the_table_latex(t, base_path_tbl / "the_table_stand.tex", stand = True, label="tbl:the_table_stand", 
                caption = "\\CapTheTableStand")
t

		Kalman Filter		ERA-I		MDS
	Stand. RMSE	mean	std	mean	std	mean	std
Variable	Gap
TA	6 h	0.051164	0.032595	0.169965	0.125917	0.342294	0.239370
	12 h	0.076576	0.050583	0.185712	0.113647	0.371303	0.220595
	1 day (24 h)	0.093541	0.046497	0.193021	0.100984	0.380185	0.203330
	1 week (168 h)	0.128790	0.056103	0.221378	0.081160	0.477006	0.165998
SW_IN	6 h	0.218804	0.198354	0.241826	0.324711	0.311450	0.418630
	12 h	0.236052	0.166018	0.265721	0.243964	0.340325	0.337919
	1 day (24 h)	0.277272	0.147267	0.323282	0.200637	0.425342	0.292171
	1 week (168 h)	0.301873	0.126176	0.344233	0.170994	0.526387	0.262772
LW_IN	6 h	0.259855	0.184387	0.329028	0.309564	0.635910	0.358053
	12 h	0.319900	0.184349	0.351964	0.299952	0.669407	0.320751
	1 day (24 h)	0.347838	0.186865	0.335903	0.291448	0.705850	0.295949
	1 week (168 h)	0.406688	0.153141	0.390071	0.265269	0.785460	0.210555
VPD	6 h	0.098019	0.083135	0.296855	0.354224	0.476967	0.492006
	12 h	0.151227	0.115548	0.289627	0.295025	0.489108	0.479704
	1 day (24 h)	0.189442	0.114910	0.285579	0.236314	0.437795	0.367413
	1 week (168 h)	0.257686	0.144994	0.380474	0.258060	0.609224	0.449918
WS	6 h	0.379454	0.195008	0.561347	0.312715	0.699120	0.481810
	12 h	0.440138	0.215927	0.588492	0.322529	0.775922	0.490176
	1 day (24 h)	0.493318	0.211254	0.584110	0.274951	0.784819	0.374443
	1 week (168 h)	0.584592	0.223403	0.669909	0.214431	0.919692	0.378591
PA	6 h	0.052675	0.040103	0.087534	0.072180	0.620545	0.516250
	12 h	0.062397	0.048661	0.090425	0.068381	0.659061	0.499820
	1 day (24 h)	0.069556	0.045215	0.092405	0.060212	0.651223	0.472953
	1 week (168 h)	0.077558	0.055597	0.097793	0.062741	0.904092	0.449073
P	6 h	0.478431	0.977725	0.403790	1.125691	0.419979	1.090136
	12 h	0.638197	1.054031	0.494974	1.060481	0.465404	1.003928
	1 day (24 h)	0.735816	0.904779	0.591382	1.029100	0.566018	0.946414
	1 week (168 h)	0.855891	0.620173	0.794512	0.719941	0.767011	0.704660
SWC	6 h	0.057037	0.054677	NaN	NaN	0.147393	0.174667
	12 h	0.074593	0.052939	NaN	NaN	0.143384	0.148434
	1 day (24 h)	0.087407	0.071916	NaN	NaN	0.152106	0.165171
	1 week (168 h)	0.167594	0.106338	NaN	NaN	0.218510	0.166977
TS	6 h	0.060276	0.076342	NaN	NaN	0.168674	0.157127
	12 h	0.094433	0.138512	NaN	NaN	0.177172	0.154946
	1 day (24 h)	0.139021	0.150554	NaN	NaN	0.190571	0.151443
	1 week (168 h)	0.293335	0.190466	NaN	NaN	0.254479	0.135022

Timeseries

@cache_disk(cache_dir / "the_results_ts")
def get_the_results_ts():
    reset_seed()
    comp_Av = ImpComparison(models = models_var, df = hai, control = hai_era, block_len = 446, time_series=True, rmse=False)
    results_Av = comp_Av.compare(gap_len = [12,24, 336], var=list(hai.columns), n_rep=4) 
    return results_Av

results_ts = get_the_results_ts()

ts = plot_timeseries(results_ts.query("var in ['TA', 'SW_IN', 'LW_IN', 'VPD', 'WS']"), idx_rep=0)
save_show_plot(ts, "timeseries_1", altair_render=True)

%time ts = plot_timeseries(results_ts.query("var in ['PA', 'P', 'TS', 'SWC']"), idx_rep=0)
%time save_show_plot(ts, "timeseries_2", altair_render=True)

CPU times: user 2.93 s, sys: 2.9 ms, total: 2.93 s
Wall time: 2.95 s
CPU times: user 8.44 s, sys: 74.3 ms, total: 8.52 s
Wall time: 12.3 s

from tqdm.auto import tqdm

# @cache_disk(cache_dir / "ts_plot", rm_cache=True)
def plot_additional_ts():
    for idx in tqdm(results_ts.idx_rep.unique()):
        if idx == 0: continue # skip first plot as is done above
        ts1 = plot_timeseries(results_ts.query("var in ['TA', 'SW_IN', 'LW_IN', 'VPD', 'WS']"), idx_rep=idx)
        save_show_plot(ts1, f"timeseries_1_{idx}", altair_render=True)
        ts2 = plot_timeseries(results_ts.query("var in ['PA', 'P', 'TS', 'SWC']"), idx_rep=idx)
        save_show_plot(ts2, f"timeseries_2_{idx}", altair_render=True)        

plot_additional_ts()

Kalman Filter analysis

Gap len

@cache_disk("gap_len")
def get_g_len(n_rep=n_rep):
    reset_seed()
    return KalmanImpComparison(models_var, hai, hai_era, block_len=48*7+100).compare(gap_len = [2,6,12,24,48,48*2, 48*3, 48*7], var=list(hai.columns), n_rep=n_rep)

gap_len = get_g_len(n_rep)

p = plot_gap_len(gap_len, hai, hai_era)
save_show_plot(p, "gap_len")

t = table_gap_len(gap_len)
table_gap_len_latex(t, base_path_tbl / "gap_len.tex", label="gap_len",
                caption="\\CapGapLen")
t

	Gap	1 h	3 h	6 h	12 h	1 day (24 h)	2 days (48 h)	3 days (72 h)	1 week (168 h)
Variable	Stand. RMSE
TA	mean	0.025327	0.034172	0.055041	0.077722	0.107172	0.115631	0.119447	0.124932
	std	0.022582	0.022085	0.037678	0.048111	0.059004	0.055879	0.052048	0.042619
SW_IN	mean	0.141258	0.185323	0.219323	0.242353	0.283377	0.279351	0.286491	0.295492
	std	0.164966	0.180712	0.192019	0.162735	0.139278	0.130424	0.125494	0.120383
LW_IN	mean	0.122415	0.199663	0.251175	0.355663	0.363577	0.401382	0.399580	0.426373
	std	0.159722	0.171639	0.181869	0.226522	0.188607	0.195204	0.185700	0.164282
VPD	mean	0.044495	0.072448	0.106393	0.185943	0.203379	0.226881	0.238030	0.258977
	std	0.050343	0.092523	0.093396	0.176841	0.135613	0.141761	0.133105	0.148695
WS	mean	0.236801	0.305489	0.371760	0.473200	0.505951	0.551268	0.530790	0.564939
	std	0.198199	0.193005	0.202284	0.273506	0.285058	0.238593	0.200557	0.195587
PA	mean	0.026844	0.038072	0.055131	0.063885	0.068426	0.075262	0.074562	0.080174
	std	0.026776	0.029629	0.065971	0.039537	0.050700	0.058926	0.055454	0.059972
P	mean	0.246141	0.550198	0.443231	0.722287	0.693768	0.729318	0.850642	0.907571
	std	0.764003	1.821625	0.525170	1.351510	0.782852	0.619818	0.749813	0.583107
SWC	mean	0.019637	0.038882	0.053718	0.067853	0.087583	0.098537	0.113108	0.165704
	std	0.016406	0.034985	0.036017	0.042192	0.062350	0.072180	0.086248	0.099118
TS	mean	0.025595	0.044131	0.067155	0.105208	0.129654	0.185770	0.209769	0.315963
	std	0.026281	0.042837	0.070520	0.144570	0.118676	0.147786	0.139939	0.218048

g_len_agg = gap_len.groupby('gap_len').agg({'rmse_stand': 'mean'})
(g_len_agg.iloc[0])/g_len_agg.iloc[-1]

rmse_stand    0.282954
dtype: float64

g_len_agg = gap_len.groupby(['gap_len', 'var']).agg({'rmse_stand': 'mean'})
(g_len_agg.loc[1.])/g_len_agg.loc[168.]

	rmse_stand
var
TA	0.202725
SW_IN	0.478043
LW_IN	0.287107
VPD	0.171809
WS	0.419162
PA	0.334820
P	0.271208
SWC	0.118507
TS	0.081006

g_len_agg

		rmse_stand
gap_len	var
1	TA	0.025327
	SW_IN	0.141258
	LW_IN	0.122415
	VPD	0.044495
	WS	0.236801
...	...	...
168	WS	0.564939
	PA	0.080174
	P	0.907571
	SWC	0.165704
	TS	0.315963

72 rows × 1 columns

g_len_agg_std = gap_len.groupby('gap_len').agg({'rmse_stand': 'std'})
(g_len_agg_std.iloc[0])/g_len_agg_std.iloc[-1]

rmse_stand    0.849176
dtype: float64

(gap_len.groupby(['gap_len', 'var']).agg({'rmse_stand': 'std'})
    .unstack("var")
    .droplevel(0, 1) 
    .plot(subplots=True, layout=(3,3), figsize=(10,10)))

array([[<AxesSubplot: xlabel='gap_len'>, <AxesSubplot: xlabel='gap_len'>,
        <AxesSubplot: xlabel='gap_len'>],
       [<AxesSubplot: xlabel='gap_len'>, <AxesSubplot: xlabel='gap_len'>,
        <AxesSubplot: xlabel='gap_len'>],
       [<AxesSubplot: xlabel='gap_len'>, <AxesSubplot: xlabel='gap_len'>,
        <AxesSubplot: xlabel='gap_len'>]], dtype=object)

# with open(base_path_tbl / "gap_len.tex") as f:
    # print(f.readlines())

Control

models_nc = pd.DataFrame({'model': [ l_model("1_gap_varying_336_no_control_v1.pickle"), l_model("1_gap_varying_6-336_v3.pickle")],
                          'type':   [ 'No Control',                                       'Use Control'                         ]})                                        

@cache_disk("use_control")
def get_control(n_rep=n_rep):
    reset_seed()
    
    kcomp_control = KalmanImpComparison(models_nc, hai, hai_era, block_len=100+48*7)

    k_results_control = kcomp_control.compare(n_rep =n_rep, gap_len = [12, 24, 48, 48*7], var = list(hai.columns))
    
    return k_results_control

from time import sleep

k_results_control = get_control(n_rep)

k_results_control

	var	loss	likelihood	gap_len	idx_rep	type	rmse	rmse_stand	gap_len_f
0	TA	-5.742477	2.142377	6	0	No Control	0.227680	0.028731	6 h
1	TA	-5.755538	2.148783	6	1	No Control	0.228037	0.028776	6 h
2	TA	-1.232816	2.132641	6	2	No Control	1.813357	0.228826	6 h
3	TA	-4.693027	2.118098	6	3	No Control	0.906512	0.114392	6 h
4	TA	-5.179578	2.151546	6	4	No Control	0.726325	0.091654	6 h
...	...	...	...	...	...	...	...	...	...
995	TS	115.193441	0.966260	168	495	Use Control	1.770984	0.312970	1 week (168 h)
996	TS	82.913345	1.474181	168	496	Use Control	1.403469	0.248022	1 week (168 h)
997	TS	93.694508	1.154413	168	497	Use Control	1.526679	0.269796	1 week (168 h)
998	TS	118.712986	1.494637	168	498	Use Control	1.798757	0.317878	1 week (168 h)
999	TS	93.694508	1.154413	168	499	Use Control	1.526679	0.269796	1 week (168 h)

36000 rows × 9 columns

p = plot_compare(k_results_control, 'type', y = 'rmse', scale_domain=["Use Control", "No Control"])
save_show_plot(p, "use_control")
p

from functools import partial

t = table_compare(k_results_control, 'type')
table_compare_latex(t, base_path_tbl / "control.tex", label="tbl:control",
                caption="\\CapControl")
t

	type	Use Control			No Control
	Stand. RMSE	mean	std	se	mean	std	se	diff.
Variable	Gap
TA	6 h	0.092151	0.055814	0.002496	0.094594	0.059489	0.002660	0.002443
	12 h	0.118358	0.074072	0.003313	0.160712	0.106870	0.004779	0.042354
	1 day (24 h)	0.146578	0.076799	0.003435	0.232744	0.159137	0.007117	0.086166
	1 week (168 h)	0.174324	0.064495	0.002884	0.294072	0.147849	0.006612	0.119748
SW_IN	6 h	0.255795	0.164694	0.007365	0.331166	0.270628	0.012103	0.075371
	12 h	0.314755	0.164839	0.007372	0.518890	0.319771	0.014301	0.204135
	1 day (24 h)	0.339310	0.128516	0.005747	0.608981	0.277150	0.012395	0.269671
	1 week (168 h)	0.357922	0.103167	0.004614	0.693166	0.248412	0.011109	0.335244
LW_IN	6 h	0.299442	0.201432	0.009008	0.330486	0.185322	0.008288	0.031044
	12 h	0.367537	0.197000	0.008810	0.485509	0.193452	0.008651	0.117972
	1 day (24 h)	0.400412	0.175611	0.007854	0.561446	0.186706	0.008350	0.161035
	1 week (168 h)	0.466036	0.141424	0.006325	0.666359	0.161485	0.007222	0.200323
VPD	6 h	0.137863	0.104531	0.004675	0.178626	0.139476	0.006238	0.040762
	12 h	0.226616	0.183575	0.008210	0.320797	0.262730	0.011750	0.094181
	1 day (24 h)	0.272840	0.206783	0.009248	0.407586	0.296989	0.013282	0.134746
	1 week (168 h)	0.325113	0.154287	0.006900	0.499408	0.252086	0.011274	0.174294
WS	6 h	0.571539	0.523304	0.023403	0.429625	0.262009	0.011717	-0.141914
	12 h	0.660302	0.408751	0.018280	0.680223	0.391765	0.017520	0.019921
	1 day (24 h)	0.676472	0.374177	0.016734	0.767313	0.430367	0.019247	0.090841
	1 week (168 h)	0.781636	0.264823	0.011843	0.888977	0.318094	0.014226	0.107340
PA	6 h	0.099325	0.066109	0.002956	0.144519	0.105120	0.004701	0.045194
	12 h	0.116360	0.061026	0.002729	0.338753	0.209793	0.009382	0.222393
	1 day (24 h)	0.136620	0.076087	0.003403	0.562996	0.378688	0.016935	0.426376
	1 week (168 h)	0.158988	0.068315	0.003055	0.879748	0.439831	0.019670	0.720760
P	6 h	0.542198	0.990843	0.044312	0.507613	0.973715	0.043546	-0.034584
	12 h	0.627167	1.034936	0.046284	0.605429	1.025064	0.045842	-0.021738
	1 day (24 h)	0.628179	0.575428	0.025734	0.614481	0.583966	0.026116	-0.013698
	1 week (168 h)	0.880507	0.572737	0.025614	0.860985	0.597007	0.026699	-0.019522
SWC	6 h	0.152144	0.107350	0.004801	0.151053	0.141370	0.006322	-0.001092
	12 h	0.244768	0.154341	0.006902	0.305445	0.233699	0.010451	0.060678
	1 day (24 h)	0.392553	0.222757	0.009962	0.538003	0.337738	0.015104	0.145450
	1 week (168 h)	0.719138	0.314318	0.014057	0.842404	0.431371	0.019292	0.123267
TS	6 h	0.168111	0.114636	0.005127	0.118928	0.076226	0.003409	-0.049183
	12 h	0.226302	0.134730	0.006025	0.203284	0.132946	0.005946	-0.023019
	1 day (24 h)	0.286258	0.152198	0.006807	0.285367	0.174358	0.007798	-0.000891
	1 week (168 h)	0.362279	0.176402	0.007889	0.359044	0.191313	0.008556	-0.003235

Gap in Other variables

models_gap_single = pd.DataFrame.from_records([
    {'Gap':  'All variables', 'gap_single_var': False, 'model': l_model("all_varying_gap_varying_len_6-30_v3.pickle")},
    {'Gap':  'Only one var',  'gap_single_var': True,  'model': l_model("all_varying_gap_varying_len_6-30_v3.pickle")},
])

@cache_disk("gap_single")
def get_gap_single(n_rep):
    kcomp_single = KalmanImpComparison(models_gap_single, hai, hai_era, block_len=130)

    return kcomp_single.compare(n_rep =n_rep, gap_len = [6, 12, 24, 30], var = list(hai.columns))

res_single = get_gap_single(n_rep)

p = plot_compare(res_single, "Gap", y = 'rmse', scale_domain=["Only one var", "All variables"])
save_show_plot(p, "gap_single_var")

t = table_compare(res_single, 'Gap')
table_compare_latex(t, base_path_tbl / "gap_single_var.tex", caption="\\CapGapSingle", label="tbl:gap_single_var")
t

	Gap	Only one var			All variables
	Stand. RMSE	mean	std	se	mean	std	se	diff.
Variable	Gap
TA	3 h	0.029116	0.026433	0.001182	0.048143	0.040335	0.001804	0.019027
	6 h	0.042861	0.031811	0.001423	0.080906	0.062887	0.002812	0.038045
	12 h	0.071487	0.049631	0.002220	0.124425	0.096532	0.004317	0.052939
	15 h	0.079382	0.053998	0.002415	0.135941	0.087736	0.003924	0.056559
SW_IN	3 h	0.198721	0.204619	0.009151	0.196330	0.239872	0.010727	-0.002390
	6 h	0.230639	0.190542	0.008521	0.247159	0.234288	0.010478	0.016520
	12 h	0.268135	0.173156	0.007744	0.279729	0.220169	0.009846	0.011595
	15 h	0.254110	0.137783	0.006162	0.275088	0.184996	0.008273	0.020978
LW_IN	3 h	0.198619	0.171501	0.007670	0.204255	0.192592	0.008613	0.005636
	6 h	0.288557	0.205514	0.009191	0.285575	0.220568	0.009864	-0.002982
	12 h	0.336802	0.211468	0.009457	0.346164	0.234498	0.010487	0.009362
	15 h	0.339017	0.183203	0.008193	0.343338	0.211743	0.009469	0.004321
VPD	3 h	0.063849	0.064851	0.002900	0.096974	0.101109	0.004522	0.033125
	6 h	0.096670	0.092415	0.004133	0.154050	0.152273	0.006810	0.057380
	12 h	0.163176	0.134966	0.006036	0.235416	0.209535	0.009371	0.072241
	15 h	0.170890	0.147536	0.006598	0.257427	0.230171	0.010294	0.086537
WS	3 h	0.299512	0.185594	0.008300	0.300374	0.185026	0.008275	0.000862
	6 h	0.394661	0.234428	0.010484	0.396053	0.237782	0.010634	0.001392
	12 h	0.479464	0.249523	0.011159	0.499147	0.264118	0.011812	0.019682
	15 h	0.470032	0.218304	0.009763	0.481117	0.234884	0.010504	0.011084
PA	3 h	0.024250	0.015962	0.000714	0.028151	0.017252	0.000772	0.003902
	6 h	0.036931	0.024932	0.001115	0.042390	0.031342	0.001402	0.005459
	12 h	0.050980	0.025147	0.001125	0.055303	0.026073	0.001166	0.004323
	15 h	0.054699	0.037828	0.001692	0.057890	0.042331	0.001893	0.003191
P	3 h	0.338024	0.665541	0.029764	0.322645	0.525352	0.023494	-0.015379
	6 h	0.380737	0.804932	0.035998	0.405015	0.923454	0.041298	0.024277
	12 h	0.428597	0.572176	0.025588	0.455575	0.680281	0.030423	0.026978
	15 h	0.484958	1.048699	0.046899	0.507848	1.212676	0.054232	0.022889
SWC	3 h	0.012567	0.019060	0.000852	0.013736	0.023656	0.001058	0.001169
	6 h	0.017016	0.026366	0.001179	0.021119	0.033282	0.001488	0.004103
	12 h	0.029611	0.049173	0.002199	0.033421	0.048640	0.002175	0.003810
	15 h	0.031970	0.045392	0.002030	0.039874	0.055206	0.002469	0.007904
TS	3 h	0.028479	0.024754	0.001107	0.032860	0.028891	0.001292	0.004381
	6 h	0.045677	0.047974	0.002145	0.061144	0.057966	0.002592	0.015467
	12 h	0.088208	0.091400	0.004088	0.114275	0.118003	0.005277	0.026068
	15 h	0.101862	0.103646	0.004635	0.131989	0.130062	0.005817	0.030128

res_singl_perc = res_single.groupby(['Gap', 'var', 'gap_len']).agg({'rmse_stand': 'mean'}).reset_index().pivot(columns = 'Gap', values='rmse_stand', index=['var', 'gap_len'])

pd.DataFrame({'Only one var': (res_singl_perc["All variables"] - res_singl_perc["Only one var"]) / res_singl_perc["All variables"] * 100})

		Only one var
var	gap_len
TA	3	39.521284
	6	47.023566
	12	42.546605
	15	41.605866
SW_IN	3	-1.217559
	6	6.684132
	12	4.144939
	15	7.625968
LW_IN	3	2.759433
	6	-1.044157
	12	2.704600
	15	1.258656
VPD	3	34.158966
	6	37.247869
	12	30.686333
	15	33.616012
WS	3	0.286928
	6	0.351345
	12	3.943177
	15	2.303891
PA	3	13.860326
	6	12.877279
	12	7.816283
	15	5.511460
P	3	-4.766508
	6	5.994219
	12	5.921732
	15	4.507125
SWC	3	8.507126
	6	19.428107
	12	11.400826
	15	19.823475
TS	3	13.331333
	6	25.295932
	12	22.811204
	15	22.825776

res_singl_perc = res_single.groupby(['Gap', 'var']).agg({'rmse_stand': 'mean'}).reset_index().pivot(columns = 'Gap', values='rmse_stand', index=['var'])

pd.DataFrame({'Only one var': (res_singl_perc["All variables"] - res_singl_perc["Only one var"]) / res_singl_perc["All variables"] * 100})

	Only one var
var
TA	42.774328
SW_IN	4.678197
LW_IN	1.385379
VPD	33.511756
WS	1.969357
PA	9.183783
P	3.475042
SWC	15.706237
TS	22.347878

Generic vs Specialized

models_generic = models_var.copy()

models_generic.model = l_model("1_gap_varying_6-336_v3.pickle") 
models_generic['type'] = 'Generic'

models_generic

	var	model	type
0	TA	Kalman Filter\n N dim obs: 9,\n N dim state: 18,\n N dim contr: 14	Generic
1	SW_IN	Kalman Filter\n N dim obs: 9,\n N dim state: 18,\n N dim contr: 14	Generic
2	LW_IN	Kalman Filter\n N dim obs: 9,\n N dim state: 18,\n N dim contr: 14	Generic
3	VPD	Kalman Filter\n N dim obs: 9,\n N dim state: 18,\n N dim contr: 14	Generic
4	WS	Kalman Filter\n N dim obs: 9,\n N dim state: 18,\n N dim contr: 14	Generic
5	PA	Kalman Filter\n N dim obs: 9,\n N dim state: 18,\n N dim contr: 14	Generic
6	P	Kalman Filter\n N dim obs: 9,\n N dim state: 18,\n N dim contr: 14	Generic
7	TS	Kalman Filter\n N dim obs: 9,\n N dim state: 18,\n N dim contr: 14	Generic
8	SWC	Kalman Filter\n N dim obs: 9,\n N dim state: 18,\n N dim contr: 14	Generic

models_var['type'] = 'Fine-tuned one var'

models_gen_vs_spec = pd.concat([models_generic, models_var])

models_gen_vs_spec

	var	model	type
0	TA	Kalman Filter\n N dim obs: 9,\n N dim state: 18,\n N dim contr: 14	Generic
1	SW_IN	Kalman Filter\n N dim obs: 9,\n N dim state: 18,\n N dim contr: 14	Generic
2	LW_IN	Kalman Filter\n N dim obs: 9,\n N dim state: 18,\n N dim contr: 14	Generic
3	VPD	Kalman Filter\n N dim obs: 9,\n N dim state: 18,\n N dim contr: 14	Generic
4	WS	Kalman Filter\n N dim obs: 9,\n N dim state: 18,\n N dim contr: 14	Generic
5	PA	Kalman Filter\n N dim obs: 9,\n N dim state: 18,\n N dim contr: 14	Generic
6	P	Kalman Filter\n N dim obs: 9,\n N dim state: 18,\n N dim contr: 14	Generic
7	TS	Kalman Filter\n N dim obs: 9,\n N dim state: 18,\n N dim contr: 14	Generic
8	SWC	Kalman Filter\n N dim obs: 9,\n N dim state: 18,\n N dim contr: 14	Generic
0	TA	Kalman Filter\n N dim obs: 9,\n N dim state: 18,\n N dim contr: 14	Fine-tuned one var
1	SW_IN	Kalman Filter\n N dim obs: 9,\n N dim state: 18,\n N dim contr: 14	Fine-tuned one var
2	LW_IN	Kalman Filter\n N dim obs: 9,\n N dim state: 18,\n N dim contr: 14	Fine-tuned one var
3	VPD	Kalman Filter\n N dim obs: 9,\n N dim state: 18,\n N dim contr: 14	Fine-tuned one var
4	WS	Kalman Filter\n N dim obs: 9,\n N dim state: 18,\n N dim contr: 14	Fine-tuned one var
5	PA	Kalman Filter\n N dim obs: 9,\n N dim state: 18,\n N dim contr: 14	Fine-tuned one var
6	P	Kalman Filter\n N dim obs: 9,\n N dim state: 18,\n N dim contr: 14	Fine-tuned one var
7	TS	Kalman Filter\n N dim obs: 9,\n N dim state: 18,\n N dim contr: 14	Fine-tuned one var
8	SWC	Kalman Filter\n N dim obs: 9,\n N dim state: 18,\n N dim contr: 14	Fine-tuned one var

@cache_disk("generic")
def get_generic(n_rep=n_rep):
    reset_seed()

    comp_generic = KalmanImpComparison(models_gen_vs_spec, hai, hai_era, block_len=100+48*7)

    return comp_generic.compare(n_rep =n_rep, gap_len = [12, 24, 48, 48*7], var = list(hai.columns))
k_results_generic = get_generic(n_rep)

plot_formatter.legend_symbol_size = 300

p = plot_compare(k_results_generic, 'type', y = 'rmse', scale_domain=["Fine-tuned one var", "Generic"])
save_show_plot(p, "generic")
p

t = table_compare(k_results_generic, 'type')
table_compare_latex(t, base_path_tbl / "generic.tex", label='tbl:generic', caption="\\CapGeneric")
t

	type	Generic			Fine-tuned one var
	Stand. RMSE	mean	std	se	mean	std	se	diff.
Variable	Gap
TA	6 h	0.092151	0.055814	0.002496	0.054999	0.032663	0.001461	-0.037153
	12 h	0.118358	0.074072	0.003313	0.077345	0.052042	0.002327	-0.041013
	1 day (24 h)	0.146578	0.076799	0.003435	0.100970	0.058986	0.002638	-0.045608
	1 week (168 h)	0.174324	0.064495	0.002884	0.128855	0.048376	0.002163	-0.045469
SW_IN	6 h	0.255795	0.164694	0.007365	0.208728	0.167255	0.007480	-0.047067
	12 h	0.314755	0.164839	0.007372	0.257761	0.163914	0.007330	-0.056994
	1 day (24 h)	0.339310	0.128516	0.005747	0.280578	0.131607	0.005886	-0.058733
	1 week (168 h)	0.357922	0.103167	0.004614	0.297530	0.118822	0.005314	-0.060391
LW_IN	6 h	0.299442	0.201432	0.009008	0.256844	0.199753	0.008933	-0.042598
	12 h	0.367537	0.197000	0.008810	0.326104	0.209362	0.009363	-0.041433
	1 day (24 h)	0.400412	0.175611	0.007854	0.358755	0.185939	0.008315	-0.041657
	1 week (168 h)	0.466036	0.141424	0.006325	0.405833	0.165308	0.007393	-0.060203
VPD	6 h	0.137863	0.104531	0.004675	0.096682	0.089465	0.004001	-0.041182
	12 h	0.226616	0.183575	0.008210	0.169084	0.164870	0.007373	-0.057532
	1 day (24 h)	0.272840	0.206783	0.009248	0.202490	0.159921	0.007152	-0.070350
	1 week (168 h)	0.325113	0.154287	0.006900	0.263913	0.153488	0.006864	-0.061201
WS	6 h	0.571539	0.523304	0.023403	0.365262	0.200693	0.008975	-0.206276
	12 h	0.660302	0.408751	0.018280	0.481919	0.265006	0.011851	-0.178383
	1 day (24 h)	0.676472	0.374177	0.016734	0.510818	0.270480	0.012096	-0.165653
	1 week (168 h)	0.781636	0.264823	0.011843	0.569137	0.189984	0.008496	-0.212499
PA	6 h	0.099325	0.066109	0.002956	0.054017	0.032223	0.001441	-0.045308
	12 h	0.116360	0.061026	0.002729	0.059966	0.030824	0.001378	-0.056394
	1 day (24 h)	0.136620	0.076087	0.003403	0.072074	0.068788	0.003076	-0.064546
	1 week (168 h)	0.158988	0.068315	0.003055	0.081116	0.053864	0.002409	-0.077872
P	6 h	0.542198	0.990843	0.044312	0.542198	0.990843	0.044312	0.000000
	12 h	0.627167	1.034936	0.046284	0.627167	1.034936	0.046284	0.000000
	1 day (24 h)	0.628179	0.575428	0.025734	0.628179	0.575428	0.025734	0.000000
	1 week (168 h)	0.880507	0.572737	0.025614	0.880507	0.572737	0.025614	0.000000
SWC	6 h	0.152144	0.107350	0.004801	0.050597	0.033592	0.001502	-0.101547
	12 h	0.244768	0.154341	0.006902	0.067366	0.043308	0.001937	-0.177402
	1 day (24 h)	0.392553	0.222757	0.009962	0.078784	0.053435	0.002390	-0.313769
	1 week (168 h)	0.719138	0.314318	0.014057	0.169313	0.103684	0.004637	-0.549825
TS	6 h	0.168111	0.114636	0.005127	0.065352	0.068001	0.003041	-0.102759
	12 h	0.226302	0.134730	0.006025	0.088370	0.087491	0.003913	-0.137932
	1 day (24 h)	0.286258	0.152198	0.006807	0.129457	0.127674	0.005710	-0.156801
	1 week (168 h)	0.362279	0.176402	0.007889	0.316745	0.217719	0.009737	-0.045534

res_singl_perc = k_results_generic.groupby(['type', 'var']).agg({'rmse_stand': 'mean'}).reset_index().pivot(columns = 'type', values='rmse_stand', index=['var'])

(res_singl_perc["Generic"] - res_singl_perc["Fine-tuned one var"]) / res_singl_perc["Generic"] * 100

var
TA       31.847749
SW_IN    17.604408
LW_IN    12.122588
VPD      23.925198
WS       28.357855
PA       47.745394
P         0.000000
SWC      75.735168
TS       42.478176
dtype: float64

Training

models_train = pd.DataFrame.from_records([
    # {'Train':  'All variables',  'model': l_model("All_gap_all_30_v1.pickle")  },
    {'Train':  'Only one var',   'model': l_model("1_gap_varying_6-336_v3.pickle")  },
    {'Train':  'Multi vars',     'model': l_model("all_varying_gap_varying_len_6-30_v3.pickle")  },
    {'Train':  'Random params',  'model': l_model("rand_all_varying_gap_varying_len_6-30_v4.pickle")  }
])

models_train

	Train	model
0	Only one var	Kalman Filter\n N dim obs: 9,\n N dim state: 18,\n N dim contr: 14
1	Multi vars	Kalman Filter\n N dim obs: 9,\n N dim state: 18,\n N dim contr: 14
2	Random params	Kalman Filter\n N dim obs: 9,\n N dim state: 18,\n N dim contr: 14

@cache_disk("train")
def get_train(n_rep):
    reset_seed()
    kcomp = KalmanImpComparison(models_train, hai, hai_era, block_len=130)

    return kcomp.compare(n_rep =n_rep, gap_len = [6, 12, 24, 30], var = list(hai.columns))

res_train = get_train(n_rep)

res_train_agg = res_train.groupby(['Train', 'gap_len']).agg({'rmse_stand': 'mean'}).reset_index()

res_train_agg

	Train	gap_len	rmse_stand
0	Multi vars	3	0.131760
1	Multi vars	6	0.166202
2	Multi vars	12	0.215978
3	Multi vars	15	0.225579
4	Only one var	3	0.192683
5	Only one var	6	0.250933
6	Only one var	12	0.332169
7	Only one var	15	0.340622
8	Random params	3	0.200750
9	Random params	6	0.236855
10	Random params	12	0.292697
11	Random params	15	0.294936

p = plot_compare(res_train, "Train", y='rmse', scale_domain=["Multi vars", "Only one var", "Random params"])
save_show_plot(p, "train_compare")

t = table_compare3(res_train, 'Train')
table_compare3_latex(t, base_path_tbl / "train.tex", label="tbl:train_compare", caption="\\CapTrain")
t

	Train	Multi vars		Only one var		Random params
	Stand. RMSE	mean	std	mean	std	mean	std
Variable	Gap [$h$]
TA	3 h	0.028752	0.023775	0.066495	0.049728	0.060459	0.045142
	6 h	0.044355	0.032665	0.092593	0.062233	0.079903	0.055433
	12 h	0.072632	0.049516	0.133494	0.091525	0.117427	0.085482
	15 h	0.077183	0.051459	0.130566	0.071501	0.111204	0.067554
SW_IN	3 h	0.178118	0.175674	0.201927	0.178423	0.259459	0.219808
	6 h	0.210377	0.170297	0.249492	0.175702	0.282919	0.209136
	12 h	0.268875	0.172214	0.307884	0.167333	0.333024	0.192553
	15 h	0.269610	0.165685	0.315006	0.164416	0.333722	0.187786
LW_IN	3 h	0.200445	0.169263	0.215081	0.177105	0.298262	0.202726
	6 h	0.269851	0.215872	0.296780	0.229277	0.341691	0.228729
	12 h	0.331508	0.224076	0.376745	0.241035	0.398407	0.259110
	15 h	0.356784	0.208411	0.389550	0.207828	0.398491	0.224671
VPD	3 h	0.064145	0.060110	0.097167	0.079462	0.150077	0.127847
	6 h	0.098231	0.096103	0.147885	0.112805	0.193383	0.174094
	12 h	0.168481	0.155672	0.222713	0.160915	0.240388	0.192226
	15 h	0.185879	0.158725	0.241190	0.167722	0.254005	0.210471
WS	3 h	0.305451	0.182717	0.471322	0.459590	0.447337	0.299554
	6 h	0.371935	0.210461	0.575585	0.465884	0.481752	0.308642
	12 h	0.429368	0.195014	0.649132	0.481338	0.523181	0.269521
	15 h	0.478824	0.230152	0.690806	0.456658	0.540468	0.292931
PA	3 h	0.024824	0.018937	0.073198	0.061610	0.067156	0.056764
	6 h	0.035399	0.020712	0.094714	0.061088	0.097657	0.076961
	12 h	0.051464	0.045255	0.117277	0.073159	0.118236	0.089099
	15 h	0.058828	0.039719	0.127520	0.079590	0.114797	0.076361
P	3 h	0.348034	0.680361	0.411050	1.509773	0.370699	0.713138
	6 h	0.399553	0.617684	0.486592	0.718194	0.425397	0.704196
	12 h	0.511262	0.851207	0.706403	1.150406	0.535496	0.980554
	15 h	0.453258	0.597555	0.618186	0.755660	0.469612	0.698131
SWC	3 h	0.012302	0.029214	0.095440	0.075541	0.106073	0.074970
	6 h	0.018203	0.030712	0.150918	0.108401	0.153282	0.106928
	12 h	0.027391	0.036781	0.245083	0.160379	0.246170	0.215060
	15 h	0.033106	0.041433	0.282246	0.227894	0.278409	0.208012
TS	3 h	0.023765	0.017708	0.102470	0.082133	0.047228	0.037464
	6 h	0.047910	0.048379	0.163837	0.105534	0.075711	0.073902
	12 h	0.082818	0.086185	0.230788	0.157936	0.121944	0.134360
	15 h	0.116737	0.128579	0.270524	0.190755	0.153716	0.160674

Extra results

Standard deviations

hai_std = hai.std().to_frame(name='std')
hai_std.index.name = "Variable"
hai_std = hai_std.reset_index().assign(unit=[f"\\si{{{unit}}}" for unit in units_big.values()])

hai_std

	Variable	std	unit
0	TA	7.924611	\si{°C}
1	SW_IN	204.002561	\si{W m-2}
2	LW_IN	41.955741	\si{hPa}
3	VPD	4.368417	\si{hPa}
4	WS	1.625425	\si{mm}
5	PA	0.855159	\si{m s-1}
6	P	0.280276	\si{W m-2}
7	SWC	8.913119	\si{%}
8	TS	5.658643	\si{°C}

latex = hai_std.style.hide(axis="index").format(precision=3).to_latex(hrules=True, caption="\\CapStd", label="tbl:hai_std", position_float="centering")

with open(base_path_tbl / "hai_std.tex", 'w') as f:
    f.write(latex)

Gap distribution

out_dir = here("../fluxnet/gap_stat")

site_info = pl.read_parquet(out_dir / "../site_info.parquet").select([
    pl.col("start").cast(pl.Utf8).str.strptime(pl.Datetime, "%Y%m%d%H%M"),
    pl.col("end").cast(pl.Utf8).str.strptime(pl.Datetime, "%Y%m%d%H%M"),
    pl.col("site").cast(pl.Categorical).sort()
])

def duration_n_obs(duration):
    "converts a duration into a n of fluxnet observations"
    return abs(int(duration.total_seconds() / (30 * 60)))

files = out_dir.ls()
files.sort() # need to sort to match the site_info
sites = []
for i, path in enumerate(files):
    sites.append(pl.scan_parquet(path).with_columns([
        pl.lit(site_info[i, "site"]).alias("site"),
        pl.lit(duration_n_obs(site_info[i, "start"] -  site_info[i, "end"])).alias("total_obs"),
        pl.col("TIMESTAMP_END").cast(pl.Utf8).str.strptime(pl.Datetime, "%Y%m%d%H%M").alias("end"),
    ]).drop("TIMESTAMP_END"))

gap_stat = pl.concat(sites)

pl.read_parquet(files[0])

shape: (31574, 3) TIMESTAMP_END gap_len variable i64 u32 str 200901010030 16992 "TA_F_MDS_QC" 200912211100 5 "TA_F_MDS_QC" 200912211700 1 "TA_F_MDS_QC" 201001061300 1 "TA_F_MDS_QC" 201001071300 3 "TA_F_MDS_QC" 201001081130 2 "TA_F_MDS_QC" 201001081830 1 "TA_F_MDS_QC" 201001091000 2 "TA_F_MDS_QC" 201001191000 1 "TA_F_MDS_QC" 201001191130 2 "TA_F_MDS_QC" 201001291900 1 "TA_F_MDS_QC" 201002131030 2 "TA_F_MDS_QC" ... ... ... 201103241630 3 "NEE_VUT_95_QC" 201103241930 29 "NEE_VUT_95_QC" 201103251900 8 "NEE_VUT_95_QC" 201103260030 1 "NEE_VUT_95_QC" 201103260200 1 "NEE_VUT_95_QC" 201103260300 1 "NEE_VUT_95_QC" 201103261230 1 "NEE_VUT_95_QC" 201103261330 2 "NEE_VUT_95_QC" 201103261630 1 "NEE_VUT_95_QC" 201103261930 2 "NEE_VUT_95_QC" 201103262100 1 "NEE_VUT_95_QC" 201103270000 13441 "NEE_VUT_95_QC"

gap_stat.head().collect()

shape: (5, 5) gap_len variable site total_obs end u32 str str i32 datetime[μs] 16992 "TA_F_MDS_QC" "AR-SLu" 52559 2009-01-01 00:30:00 5 "TA_F_MDS_QC" "AR-SLu" 52559 2009-12-21 11:00:00 1 "TA_F_MDS_QC" "AR-SLu" 52559 2009-12-21 17:00:00 1 "TA_F_MDS_QC" "AR-SLu" 52559 2010-01-06 13:00:00 3 "TA_F_MDS_QC" "AR-SLu" 52559 2010-01-07 13:00:00

def plot_var_dist(var, small=False, ax=None):
    if ax is None: ax = get_grid(1)[0]
    ta_gaps = gap_stat.filter(
        (pl.col("variable") == var)
    ).filter(
        pl.col("gap_len") < 200 if small else True
    ).with_column(pl.col("gap_len") / (24 *2 * 7)).collect().to_pandas().hist("gap_len", bins=50, ax=ax)
    ax.set_title(f"{var} - { 'gaps < 200' if small else 'all gaps'}")
    if not small: ax.set_yscale('log')
    ax.set_xlabel("gap length (weeks)")
    ax.set_ylabel(f"{'Log' if not small else ''} n gaps")
    # plt.xscale('log') 

plot_var_dist('TA_F_QC')

color_map = dict(zip(scale_meteo.domain, list(sns.color_palette('Set2', n_colors=len(hai.columns)).as_hex())))

qc_map = {
    'TA': 'TA_F_QC',
    'SW_IN': 'SW_IN_F_QC',
    'LW_IN': 'LW_IN_F_QC',
    'VPD': 'VPD_F_QC',
    'WS': 'WS_F_QC',
    'PA': 'PA_F_QC',
    'P': 'P_F_QC',
    'TS': 'TS_F_MDS_1_QC',
    'SWC': 'SWC_F_MDS_1_QC',
}

def pl_in(col, values):
    expr = False
    for val in values:
        expr |= pl.col(col) == val
    return expr

gap_stat.filter(pl_in('variable', qc_map.values())
               ).with_columns([
    pl.when(pl.col("gap_len") < 48*7).then(True).otherwise(False).alias("short"),
    pl.count().alias("total"),
    pl.count().alias("total len"),
]).groupby("short").agg([
    (pl.col("gap_len").count() / pl.col("total")).alias("frac_num"),
    (pl.col("gap_len").sum() / pl.col("total len")).alias("frac_len")
]).collect()

shape: (2, 3) short frac_num frac_len bool list[f64] list[f64] false [0.010775, 0.010775, ... 0.010775] [63.844386, 63.844386, ... 63.844386] true [0.989225, 0.989225, ... 0.989225] [7.261655, 7.261655, ... 7.261655]

gap_stat.filter(pl_in('variable', qc_map.values())
               ).with_columns([
    pl.when(pl.col("gap_len") < 48*7).then(True).otherwise(False).alias("short"),
    pl.count().alias("total"),
    pl.count().alias("total len"),
]).groupby("short").agg([
    (pl.col("gap_len").count() / pl.col("total")).alias("frac_num"),
    (pl.col("gap_len").sum() / pl.col("total len")).alias("frac_len")
]).collect()

shape: (2, 3) short frac_num frac_len bool list[f64] list[f64] false [0.010775, 0.010775, ... 0.010775] [63.844386, 63.844386, ... 63.844386] true [0.989225, 0.989225, ... 0.989225] [7.261655, 7.261655, ... 7.261655]

frac_miss = gap_stat.filter(
    pl_in('variable', qc_map.values())
).groupby(["site", "variable"]).agg([
    pl.col("gap_len").mean().alias("mean"),
    (pl.col("gap_len").sum() / pl.col("total_obs").first()).alias("frac_gap")
])

frac_miss.groupby('variable').agg([
    pl.col("frac_gap").max().alias("max"),
    pl.col("frac_gap").min().alias("min"),
    pl.col("frac_gap").std().alias("std"),
    pl.col("frac_gap").mean().alias("mean"),
]).collect()

shape: (9, 5) variable max min std mean str f64 f64 f64 f64 "SW_IN_F_QC" 2.193984 0.000038 0.21952 0.16772 "PA_F_QC" 2.675381 0.000011 0.420542 0.387658 "VPD_F_QC" 2.298799 0.000011 0.297668 0.245457 "SWC_F_MDS_1_QC... 1.487143 0.000011 0.29985 0.314847 "TS_F_MDS_1_QC" 3.090642 0.000011 0.38542 0.282106 "WS_F_QC" 2.675324 0.000798 0.323944 0.257303 "TA_F_QC" 2.299027 0.000011 0.256043 0.198846 "P_F_QC" 1.503296 0.000011 0.330422 0.311598 "LW_IN_F_QC" 7.074603 0.000019 0.704469 0.578246

frac_miss.sort("frac_gap", reverse=True).collect()

shape: (1798, 4) site variable mean frac_gap str str f64 f64 "US-LWW" "LW_IN_F_QC" 11267.590909 7.074603 "US-Wi5" "LW_IN_F_QC" 70128.0 3.992031 "ES-LgS" "LW_IN_F_QC" 175344.0 3.333093 "US-LWW" "TS_F_MDS_1_QC" 1320.646341 3.090642 "US-Wi5" "TS_F_MDS_1_QC" 62.142857 2.897194 "US-Wi0" "LW_IN_F_QC" 1369.694444 2.814601 "US-ORv" "PA_F_QC" 3.899334 2.675381 "US-ORv" "WS_F_QC" 3.899251 2.675324 "US-LWW" "PA_F_QC" 409.701754 2.665944 "US-Wi5" "WS_F_QC" 39.57814 2.349861 "US-Wi5" "PA_F_QC" 51.453972 2.322707 "US-Wi5" "TA_F_QC" 45.790249 2.299027 ... ... ... ... "CN-Ha2" "TS_F_MDS_1_QC" 1.0 0.000019 "CN-Qia" "TS_F_MDS_1_QC" 1.0 0.000019 "CN-Qia" "SWC_F_MDS_1_QC... 1.0 0.000019 "FI-Lom" "P_F_QC" 1.0 0.000019 "CN-Ha2" "TA_F_QC" 1.0 0.000019 "CN-Qia" "LW_IN_F_QC" 1.0 0.000019 "US-Me6" "TS_F_MDS_1_QC" 1.0 0.000011 "US-Me6" "PA_F_QC" 1.0 0.000011 "US-Me6" "SWC_F_MDS_1_QC... 1.0 0.000011 "US-Me6" "TA_F_QC" 1.0 0.000011 "US-Me6" "P_F_QC" 1.0 0.000011 "US-Me6" "VPD_F_QC" 1.0 0.000011

site_info.filter((pl.col("site") == "US-LWW"))

shape: (1, 3) start end site datetime[μs] datetime[μs] cat 1997-01-01 00:30:00 1999-01-01 00:00:00 "US-LWW"

gap_stat.filter((pl.col("site") == "US-LWW") & (pl.col("variable") == "LW_IN_F_QC" )).collect()

shape: (22, 5) gap_len variable site total_obs end u32 str str i32 datetime[μs] 246556 "LW_IN_F_QC" "US-LWW" 35039 2000-01-01 00:30:00 19 "LW_IN_F_QC" "US-LWW" 35039 2014-02-11 08:30:00 6 "LW_IN_F_QC" "US-LWW" 35039 2014-03-08 08:00:00 1 "LW_IN_F_QC" "US-LWW" 35039 2014-03-08 11:30:00 1 "LW_IN_F_QC" "US-LWW" 35039 2014-03-08 13:00:00 50 "LW_IN_F_QC" "US-LWW" 35039 2014-11-18 13:00:00 21 "LW_IN_F_QC" "US-LWW" 35039 2014-11-19 22:30:00 22 "LW_IN_F_QC" "US-LWW" 35039 2014-11-24 23:30:00 55 "LW_IN_F_QC" "US-LWW" 35039 2014-11-26 06:30:00 172 "LW_IN_F_QC" "US-LWW" 35039 2014-11-27 19:30:00 70 "LW_IN_F_QC" "US-LWW" 35039 2014-12-01 23:00:00 3 "LW_IN_F_QC" "US-LWW" 35039 2014-12-03 11:30:00 35 "LW_IN_F_QC" "US-LWW" 35039 2014-12-03 16:30:00 92 "LW_IN_F_QC" "US-LWW" 35039 2014-12-04 11:00:00 14 "LW_IN_F_QC" "US-LWW" 35039 2014-12-11 05:00:00 36 "LW_IN_F_QC" "US-LWW" 35039 2014-12-11 18:00:00 36 "LW_IN_F_QC" "US-LWW" 35039 2014-12-12 17:30:00 87 "LW_IN_F_QC" "US-LWW" 35039 2014-12-13 18:00:00 70 "LW_IN_F_QC" "US-LWW" 35039 2014-12-16 01:30:00 37 "LW_IN_F_QC" "US-LWW" 35039 2014-12-17 16:00:00 10 "LW_IN_F_QC" "US-LWW" 35039 2014-12-21 07:30:00 494 "LW_IN_F_QC" "US-LWW" 35039 2014-12-21 17:30:00

import matplotlib

matplotlib.rcParams.update({'font.size': 22})
sns.set_style("whitegrid")

def plot_var_dist(var, ax=None, small=True):
    if ax is None: ax = get_grid(1)[0]
    
    color = color_map[var]
    var_qc = qc_map[var]
    ta_gaps = gap_stat.filter(
        (pl.col("variable") == var_qc)
    ).filter(
        pl.col("gap_len") < (24 * 2 *7) if small else True 
    ).with_column(pl.col("gap_len") / (2 if small else 48 * 7)
                 ).collect().to_pandas().hist("gap_len", bins=50, ax=ax, edgecolor="white", color=color)
    ax.set_title(f"{var} - { 'gap length <  1 week' if small else 'all gaps'}")
    ax.set_xlabel(f"Gap length ({ 'hour' if small else 'week'})")
    ax.set_ylabel(f"Log n gaps")
    ax.set_yscale('log') 
    plt.tight_layout()

vars = gap_stat.select(pl.col("variable").unique()).collect()

vars.filter(pl.col("variable").str.contains("TA"))

shape: (4, 1) variable str "NEE_VUT_USTAR5... "TA_F_MDS_QC" "NEE_CUT_USTAR5... "TA_F_QC"

for ax, var in zip(get_grid(9,3,3, figsize=(15,12), sharey=False), list(var_type.categories)):
    plot_var_dist(var, ax=ax)
plt.savefig(base_path_img / "gap_len_dist_small.pdf")

for ax, var in zip(get_grid(9,3,3, figsize=(15,12), sharey=False), list(var_type.categories)):
    plot_var_dist(var, ax=ax, small=False)
plt.savefig(base_path_img / "gap_len_dist.pdf")

Square Root Filter

Numerical Stability

from meteo_imp.kalman.performance import *

err = cache_disk(cache_dir / "fuzz_sr")(fuzz_filter_SR)(100, 110) # this is already handling the random seed

p = plot_err_sr_filter(err)
save_show_plot(p, "numerical_stability")

Performance

@cache_disk(cache_dir / "perf_sr")
def get_perf_sr():
    reset_seed()
    return perf_comb_params('filter', use_sr_filter=[True, False], rep=range(100),
                           n_obs = 100,
                           n_dim_obs=9,
                           n_dim_state=18,
                           n_dim_contr=14,
                           p_missing=0,
                           bs=20 ,
                           init_method = 'local_slope'
                           ) 

perf1 = (get_perf_sr()
    .groupby('use_sr_filter')
    .agg(pl.col("time").mean())
    .with_column(
        pl.when(pl.col("use_sr_filter"))
        .then(pl.lit("Square Root Filter"))
        .otherwise(pl.lit("Standard Filter"))
        .alias("Filter type")
    ))

perf1

shape: (2, 3) use_sr_filter time Filter type bool f64 str true 0.231654 "Square Root Fi... false 0.150772 "Standard Filte...

(perf1[0, 'time'] - perf1[1, 'time']) / perf1[1, 'time'] * 100

53.645095282102254

plot_perf_sr = alt.Chart(perf1.to_pandas()).mark_bar(size = 50).encode(
    x=alt.X('Filter type', axis=alt.Axis(labelAngle=0)),
    y=alt.Y('time', scale=alt.Scale(zero=False), title="time [s]"),
    color=alt.Color('Filter type',
                    scale = alt.Scale(scheme = 'accent'))
).properties(width=300)

save_show_plot(plot_perf_sr, "perf_sr")